-17.6%
CNH vs FROG
+207.6%
-225.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.7% |
| 7D | +3.0% | +12.5% | -9.5% | +2.1% |
| 30D | -0.6% | +23.5% | -24.1% | -2.8% |
| 3M | +14.6% | +19.4% | -4.8% | +12.0% |
| 6M | +11.8% | +77.0% | -65.2% | +4.5% |
| YTD | +30.4% | +81.9% | -51.5% | +20.1% |
| 1Y | +19.1% | +90.7% | -71.6% | +8.9% |
| 3Y | +30.2% | +328.5% | -298.3% | +0.3% |
| All | -17.6% | +207.6% | -225.2% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling